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金融工程硕士
MS in Financial Engineering
综合排名:  44
所属院校:  里海大学

The Lehigh MS in Financial Engineering program is a cutting-edge, 30 credit-hour program designed to provide a strong education in advanced finance and quantitative financial analysis tools using key concepts from financial theory, applied mathematics, and engineering. With these building blocks, graduates will become instrumental in the creation of innovative solutions for real financial problems, using state of the art analytical techniques and computing technology.


This challenging program can be completed in 1 year. Students will often attend class with Ph.D. students. The curriculum is intended for career opportunities in areas such as portfolio management, securities trading, investment banking, risk management, and financial information systems. 

申请要求

Applicants must have earned a baccalaureate from a program such as computer science, economics, engineering, finance, operations research, mathematics, or the sciences (physics/chemistry). Applicants who have not completed the prerequisite courses may receive a conditional offer of admission and will be required to satisfactorily complete foundation course work prior to beginning regular MS in Financial Engineering course work. Foundation work will not count toward the 30 credit hours required for the degree.


The GMAT or GRE test score submission is Optional* for MS in Financial Engineering (MSFE) applicants who have earned a non-business undergraduate degree from an accredited college or university with an overall undergraduate GPA of 3.3 or better and meet the following criteria:


Have achieved a transcript documented letter grade of B or better in TWO (2) or more quantitative undergraduate courses. Undergraduate courses considered include, calculus, statistics and data analytics. Students must submit course descriptions/syllabi with their application for such coursework to be considered.


Applicants who choose not to submit a GMAT or GRE test score and who meet the criteria above will have their applications reviewed by the admissions committee but this is no guarantee of acceptance. 


TOEFL: Reading 25, Listening 24, Speaking 24, Writing 25, Total 98. Lehigh University will be accepting MyBest™ scores from ETS/TOEFL beginning August 2019.


IELTS: 7.0 band overall, Reading 7, Listening 7, Speaking 7.5, Writing 6.5

专业介绍
序号 课程介绍 Curriculum
1 随机微积分 Stochastic Calculus
2 金融随机分析 Financial Stochastic Analysis
3 高级投资 Advanced Investments
4 衍生品与风险管理 Derivatives and Risk Management
5 财务管理高级话题 Advanced Topics in Financial Management
6 财务优化 Financial Optimization
7 金融工程项目 Financial Engineering Projects
8 随机过程和应用或高级应用统计 Random Processes and Applications or Advanced Applied Statistics
9 计量经济学或统计中的线性模型及其应用 Econometrics or Linear Models in Statistics with Applications
10 优化模型和应用或随机模型及其应用 Optimization Models and Applications or Stochastic Models and Applications
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